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subject:"Estimation"
subject:"Volatilität"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Estimation
Volatilität
Stochastischer Prozess
Volatility
Estimation theory
316
Schätztheorie
316
Theorie
240
Theory
240
Statistical theory
45
Statistische Methodenlehre
45
Time series analysis
39
Zeitreihenanalyse
39
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Probability theory
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Wahrscheinlichkeitsrechnung
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USA
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United States
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Schätzung
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Induktive Statistik
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Regression analysis
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Regressionsanalyse
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Statistical inference
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Statistical test
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Statistischer Test
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Panel
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Panel study
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Sampling
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Stichprobenerhebung
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IV-Schätzung
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Instrumental variables
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Method of moments
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Momentenmethode
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9
Decision
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Entscheidung
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Ökonometrie
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English
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Davidson, Russell
2
Duclos, Jean-Yves
2
Li, Jia
2
Berry, Steven
1
Blomquist, Nils Sören
1
Blundell, Richard W.
1
Caetano, Carolina
1
Card, David E.
1
Chen, Xiaohong
1
Christensen, Timothy M.
1
Engle, Robert F.
1
Foster, Dean P.
1
Graham, Bryan S.
1
Hamilton, James D.
1
Hansen, Bruce E.
1
Jacod, Jean
1
Jofre-Bonet, Mireia
1
Kristensen, Dennis
1
Laffont, Jean-Jacques
1
Lee, David S.
1
Levinsohn, James Alan
1
Lewbel, Arthur
1
Li, Yingying
1
Matzkin, Rosa L.
1
Mykland, Per A.
1
Nelson, Daniel B.
1
Newey, Whitney K.
1
Ossard, Hervé
1
Pakes, Ariel
1
Pei, Zhuan
1
Pesendorfer, Martin
1
Phillips, Peter C. B.
1
Sakata, Shinichi
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Uhlig, Harald
1
Vuong, Quang H.
1
Weber, Andrea
1
White, Halbert
1
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1
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
307
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
157
Economics letters
136
Econometric reviews
75
Economic modelling
64
Discussion paper / Tinbergen Institute
63
Applied economics letters
60
Discussion paper series / IZA
58
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
NBER Working Paper
54
CEMMAP working papers / Centre for Microdata Methods and Practice
49
NBER working paper series
48
Applied economics
47
Econometric theory
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Journal of applied econometrics
41
The econometrics journal
39
Working paper / Department of Econometrics and Business Statistics, Monash University
39
CREATES research paper
38
Working paper
38
Journal of banking & finance
37
Working paper / National Bureau of Economic Research, Inc.
37
Quantitative economics : QE ; journal of the Econometric Society
36
International journal of forecasting
35
Journal of empirical finance
34
IZA Discussion Paper
33
CESifo working papers
32
Discussion paper
31
Econometrics : open access journal
31
European journal of operational research : EJOR
31
Discussion papers / CEPR
30
Journal of the American Statistical Association : JASA
30
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Journal of forecasting
28
SFB 649 discussion paper
28
Computational economics
27
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Finance research letters
25
Insurance / Mathematics & economics
25
Discussion papers of interdisciplinary research project 373
24
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1
Nonparametric stochastic discount factor decomposition
Christensen, Timothy M.
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
5
,
pp. 1501-1536
Persistent link: https://www.econbiz.de/10011791592
Saved in:
2
Statistical properties of microstructure noise
Jacod, Jean
;
Li, Yingying
;
Zheng, Xinghua
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
4
,
pp. 1133-1174
Persistent link: https://www.econbiz.de/10011791234
Saved in:
3
Jump regressions
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 173-195
Persistent link: https://www.econbiz.de/10011738476
Saved in:
4
Assessment of uncertainty in high frequency data : the observed asymptotic variance
Mykland, Per A.
;
Zhang, Lan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
1
,
pp. 197-231
Persistent link: https://www.econbiz.de/10011738478
Saved in:
5
Inference on causal effects in a generalized regression kink design
Card, David E.
;
Lee, David S.
;
Pei, Zhuan
;
Weber, Andrea
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2453-2483
Persistent link: https://www.econbiz.de/10011431547
Saved in:
6
Estimation of nonparametric models with simultaneity
Matzkin, Rosa L.
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
1
,
pp. 1-66
Persistent link: https://www.econbiz.de/10011337547
Saved in:
7
A test of exogeneity without instrumental variables in models with bunching
Caetano, Carolina
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
4
,
pp. 1581-1600
Persistent link: https://www.econbiz.de/10011405088
Saved in:
8
Robust estimation and inference for jumps in noisy high frequency data : a local-to-continuity theory for the pre-averaging method
Li, Jia
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
4
,
pp. 1673-1693
Persistent link: https://www.econbiz.de/10009793469
Saved in:
9
Identifying social interactions through conditional variance restrictions
Graham, Bryan S.
- In:
Econometrica : journal of the Econometric Society, an …
76
(
2008
)
3
,
pp. 643-660
Persistent link: https://www.econbiz.de/10003722230
Saved in:
10
Semi-nonparametric IV estimation of shape-invariant Engel curves
Blundell, Richard W.
;
Chen, Xiaohong
;
Kristensen, Dennis
- In:
Econometrica : journal of the Econometric Society, an …
75
(
2007
)
6
,
pp. 1613-1669
Persistent link: https://www.econbiz.de/10003611846
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